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NexPoint Real Estate Finance, Inc. NREF

i

Market datapartial · fetched 2026-11-12T00:44:52.227Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002927235Z

FundamentalsAlpha Vantage · unavailable

Share price$13.19
1D+0.6%
AH$12.86$12.97$13.08$13.18$13.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNREF
Sold putSold callAH

NexPoint Real Estate Finance, Inc. options

Live interpolated NREF call and put midpoint premiums by absolute delta.NexPoint Real Estate Finance, Inc.$0.18$0.92$1.65$2.39$3.12$10.83$12.24$13.65$15.07$16.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NREF spot · $13.19NREF PRICE$0.26$0.34$0.45$0.60$0.75$0.90$1.05$1.20$1.35$1.55$2.00$2.46$2.91$0.38$0.38$0.38$0.47$0.60$0.74$0.87$1.00$1.14$1.27$1.40$1.53$1.67
PutsExpensive1.19×
CallsExpensive2.53×
SkewBullish-45.14 pp
Implied moveBullish±$1.92
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.85115.0%22.2%10.77166.5%21.2%
25Δ15.28117.3%18.4%11.53130.3%15.5%
30Δ14.83119.7%15.8%12.2994.0%9.7%
35Δ14.49122.0%14.4%12.6682.9%7.6%
40Δ14.15124.3%12.9%12.8881.3%6.9%
45Δ13.81126.7%11.5%13.1079.8%6.2%
50Δ13.47129.0%10.0%13.3278.3%5.6%
55Δ13.12131.3%8.6%13.5576.7%4.9%
60Δ12.78133.6%7.2%13.7775.2%4.2%
65Δ12.41137.5%5.8%13.9973.7%3.6%
70Δ11.85148.9%5.0%14.2172.1%2.9%
75Δ11.29160.3%4.2%14.4370.6%2.2%
80Δ10.73171.7%3.4%14.6569.1%1.5%

20Δ

Calls
Pseudo strike
15.85
IV
115.0%
B/E move
22.2%
Puts
Pseudo strike
10.77
IV
166.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
15.28
IV
117.3%
B/E move
18.4%
Puts
Pseudo strike
11.53
IV
130.3%
B/E move
15.5%

30Δ

Calls
Pseudo strike
14.83
IV
119.7%
B/E move
15.8%
Puts
Pseudo strike
12.29
IV
94.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
14.49
IV
122.0%
B/E move
14.4%
Puts
Pseudo strike
12.66
IV
82.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
14.15
IV
124.3%
B/E move
12.9%
Puts
Pseudo strike
12.88
IV
81.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
13.81
IV
126.7%
B/E move
11.5%
Puts
Pseudo strike
13.10
IV
79.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
13.47
IV
129.0%
B/E move
10.0%
Puts
Pseudo strike
13.32
IV
78.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
13.12
IV
131.3%
B/E move
8.6%
Puts
Pseudo strike
13.55
IV
76.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
12.78
IV
133.6%
B/E move
7.2%
Puts
Pseudo strike
13.77
IV
75.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
12.41
IV
137.5%
B/E move
5.8%
Puts
Pseudo strike
13.99
IV
73.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
11.85
IV
148.9%
B/E move
5.0%
Puts
Pseudo strike
14.21
IV
72.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
11.29
IV
160.3%
B/E move
4.2%
Puts
Pseudo strike
14.43
IV
70.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.73
IV
171.7%
B/E move
3.4%
Puts
Pseudo strike
14.65
IV
69.1%
B/E move
1.5%

Options history

IV · four-Friday blend48.40%
Daily EOD
NREF45.3%51.7%58.2%2026-10-19: 48.78%2026-10-21: 55.28%2026-10-26: 46.15%2026-10-27: 56.13%2026-10-28: 57.30%2026-10-29: 54.77%2026-10-30: 48.40%Oct 19Oct 27Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.78%
55.28%
46.15%
56.13%
57.30%
54.77%
48.40%